PortfoliosLab logoPortfoliosLab logo
WBA vs. OLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WBA vs. OLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walgreens Boots Alliance, Inc. (WBA) and Olin Corporation (OLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

OLN

1D
3.84%
1M
-6.16%
YTD
22.46%
6M
15.01%
1Y
27.48%
3Y*
-19.68%
5Y*
-10.59%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBA vs. OLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBA
Walgreens Boots Alliance, Inc.
0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-3.65%-10.51%
OLN
Olin Corporation
22.46%-36.15%-36.29%3.46%-6.63%138.55%50.81%-10.77%-41.88%42.51%

Correlation

The correlation between WBA and OLN is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.28

Over the past year, the correlation between WBA and OLN has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

WBA:

$154.58B

OLN:

$6.72B

Gross Profit (TTM)

WBA:

$26.47B

OLN:

$352.80M

EBITDA (TTM)

WBA:

-$2.92B

OLN:

$374.70M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WBA vs. OLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


OLN
OLN Risk / Return Rank: 5757
Overall Rank
OLN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OLN Sortino Ratio Rank: 5656
Sortino Ratio Rank
OLN Omega Ratio Rank: 5454
Omega Ratio Rank
OLN Calmar Ratio Rank: 6060
Calmar Ratio Rank
OLN Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WBA vs. OLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) and Olin Corporation (OLN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WBAOLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.75

Martin ratioReturn relative to average drawdown

1.73

WBA vs. OLN - Sharpe Ratio Comparison


Loading charts...

Drawdowns

WBA vs. OLN - Drawdown Comparison


Loading charts...

Drawdown Indicators


WBAOLNDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

Max Drawdown (1Y)

Largest decline over 1 year

-31.45%

Max Drawdown (3Y)

Largest decline over 3 years

-69.26%

Max Drawdown (5Y)

Largest decline over 5 years

-71.87%

Max Drawdown (10Y)

Largest decline over 10 years

-73.80%

Current Drawdown

Current decline from peak

-58.94%

Average Drawdown

Average peak-to-trough decline

-24.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.58%

Volatility

WBA vs. OLN - Volatility Comparison


Loading charts...

Volatility by Period


WBAOLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

Volatility (6M)

Calculated over the trailing 6-month period

38.93%

Volatility (1Y)

Calculated over the trailing 1-year period

55.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.12%

Dividends

WBA vs. OLN - Dividend Comparison

WBA has not paid dividends to shareholders, while OLN's dividend yield for the trailing twelve months is around 3.18%.


PositionTTM20252024202320222021202020192018201720162015
OLN
Olin Corporation
3.18%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%
WBA
Walgreens Boots Alliance, Inc.
0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Financials

WBA vs. OLN - Financials Comparison

This section allows you to compare key financial metrics between Walgreens Boots Alliance, Inc. and Olin Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
38.99B
1.58B
(WBA) Total Revenue
(OLN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WBA and OLN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WBA and OLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer